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ICMFE 2011 : INTERNATIONAL CONFERENCE ON MATHEMATICAL FINANCE AND ECONOMICS

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Link: http://www.mat.itu.edu.tr/icmfe2011/icmfe2011.html
 
When Jul 6, 2011 - Jul 8, 2011
Where Istanbul, Turkey
Submission Deadline Apr 15, 2011
Notification Due May 2, 2011
Final Version Due Jun 10, 2011
Categories    mathematics   finance   economics   engineering
 

Call For Papers

CALL FOR PAPERS and PARTICIPATION

International Conference on Mathematical Finance and Economics

July 6-8, 2011

Istanbul Technical University – Suleyman Demirel Cultural Center, Istanbul, Turkey

The current wave of globalization is the first human experience of this magnitude along with the unmatched advances in information technologies and electronic trading. This creates challenging new phenomena in the fields of finance, economics and computational science. This conference aims to foster multi-disciplinary scientific interactions and research collaborations to address some of those important topics.

It provides a unique opportunity for researchers, corporate executives, professionals, quantitative analysts and students in mathematical finance and economics to further their knowledge and exposure on the emerging problems in one of the fastest growing financial centers of the World. In addition to the academic and industrial meetings, it is our pleasure to organize bosphorus tour between Sea of Marmara and Black Sea in the conference program. We are looking forward to hosting you in Istanbul.

PLENARY SPEAKERS

Ali N. Akansu, New Jersey Institute of Technology, Electrical and Computer Engineering

Erhan Bayraktar, University of Michigan - Ann Arbor, Mathematics

Jaksa Cvitanic, California Institute of Technology, Mathematical Finance

Sencer Ecer, Istanbul Technical University, Management Engineering

Feyzullah Egriboyun, BNP Paribas Bank - London

Sheri Markose, University of Essex, Economics

Didier Sornette, ETH Zürich, Entrepreneurial Risks

Yildiray Yildirim, Syracuse University, Finance

Fernando Zapatero, University of Southern California, Finance and Business Economics

Thaleia Zariphopoulou, University of Oxford, Quantitative Finance; University of Texas at Austin, Mathematics

PANEL SPEAKERS

PANEL 1
(a) "Emerging International Financial Markets/Centers"
(b) "Potential of Istanbul As An International Financial Center"

Emin Çatana, President & CEO, Istanbul Stock Exchange Settlement and Custody Bank Inc

Çetin Ali Dönmez, Director & CEO, Turkish Derivatives Exchange

Hüseyin Erkan, Chairman & CEO, Istanbul Stock Exchange

İbrahim Turhan, Deputy Governor, Central Bank of the Republic of Turkey

Fernando Zapatero, University of Southern California, Finance and Business Economics

PANEL 2
"Efficient Hedging Strategies in Energy Markets"

TBA

ORGANIZING COMMITTEE

Ahmet Duran, Istanbul Technical University (Chair)

Coşkun Çetin, California State University Sacramento (Co-chair)

Michael Bommarito, University of Michigan - Ann Arbor

Emanullah Hızel, Istanbul Technical University

Burhaneddin İzgi, Istanbul Technical University

Mehmet Ali Karaca, Istanbul Technical University

Abdülmecit Karataş, Istanbul Development Agency; Boğaziçi University

SCIENTIFIC COMMITTEE

Marco Avellaneda, New York University, Courant Institute of Mathematical Sciences

Recep Bildik, Istanbul Stock Exchange

Gunduz Caginalp, University of Pittsburgh

Coşkun Çetin, California State University Sacramento

Ahmet Duran, Istanbul Technical University

Masahiko Egami, Kyoto University

Cumhur Ekinci, Istanbul Technical University

Tomoyuki Ichiba, University of California - Santa Barbara

Abdülmecit Karataş, Istanbul Development Agency; Boğaziçi University

Jussi Keppo, University of Michigan - Ann Arbor

Akın Sayrak, Sabanci University

Halil Mete Soner, ETH Zürich

Ray R. Sturm, University of Central Florida

Koray Şimşek, Sabanci University

Song Yao, University of Michigan - Ann Arbor

TOPICS OF INTEREST
The conference welcomes research contributions for presentation in the topics including, but are not limited to:

1. Algorithmic trading
2. Asset pricing
3. Behavioral economics/finance
4. Behavior of jet fuel and crude oil prices
5. Computational methods
6. Credit scoring
7. Derivatives pricing
8. Economic / financial crisis
9. Financial bubble
10. Financial econometrics
11. Financial engineering
12. Financial market microstructure
13. Health economics
14. Hedging in airline industry
15. International finance
16. Investment management
17. Market dynamics and prediction
18. Mathematical modeling
19. Portfolio optimization and management
20. Quantitative finance
21. Real estate markets
22. Risk management
23. Signal processing methods in electronic trading
24. Stochastic differential equations
25. Stochastic control and investment
26. Time series analysis
27. Other subject in the scope of the conference

Awards for Students and Postdoctoral/Early Career Participants

• Best first-time presentation (full paper)
• Best poster presentation
• Best oral presentation

Submission Procedure & Deadlines:

Prospective authors may submit papers, abstracts or proposals via email to Dr. Ahmet Duran at aduran@itu.edu.tr

April 15, 2011: Extended abstract (in English only) for poster presenters and minisymposium, panel and contributed speakers

April 15, 2011: Full paper (in English only)

May 2, 2011: Notification due for extended abstract and full paper

May 5, 2011: Early bird registration due

June 10, 2011: Abstract/full paper registration due

June 23, 2011: Participation registration due

Notes:

* Turkish Airlines offers a special discounted rate for the participants:
Up to 20% on Business Class
Up to 15% on Economy Class

Please show the conference registration letter to the Sales Office of Turkish Airlines in your country if you plan to attend to ICMFE via Turkish Airlines (http://www.turkishairlines.com/en-INT/index.aspx)

* Limited support for Students and Postdoctoral/Early Career Participants may be available.

* Extended abstracts of papers selected for presentation will be published in the Conference Abstracts by ITU Foundation Press with ISBN book number in addition to conference website.

* Refereed full papers will be published in the Conference Proceedings in CD by ITU Foundation Press and conference website.

* Abstracts should include:
title of paper
full name(s)
affiliation of all authors
email address of all authors
corresponding author
keywords
subject number(s) from 1 to 27 above.

* One or two-paragraph abstract or two-page long extended abstract is enough for a presentation after selection. Extended abstract with informative parts such as INTRODUCTION, AIMS OF THE STUDY, METHODS USED, and CONCLUSION is preferred.

* Abstracts/full papers can be submitted as TeX, LaTeX, Microsoft Word, postscript or PDF. If you use TeX or LaTeX please convert these files to postscript or PDF as well.

* Full papers should be less than 30 pages (double-spaced).

* Document Layout Properties:

Master Page: 16.5 cm x 23.5 cm
Top inside: 1.5 cm
Bottom inside: 2.0 cm
Left inside: 1.5 cm
Right inside: 1.5 cm

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